Interest Rates Products

View All IR Products

CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.560 -0.015 Show Price Chart 99.570 99.575 99.545 260,184
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'265 -0'035 Show Price Chart 127'290 128'055 127'180 2,287,588
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'310 b -0'065 Show Price Chart 103'040 103'080 b 102'290 4,093
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'120 b -0'100 Show Price Chart 104'190 104'310 b 104'085 1,783

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU5 SEP 2015 SEP 2015 99.6500 -0.01 Show Price Chart 99.6600 99.6625 99.6500 182,446
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.560 -0.015 Show Price Chart 99.570 99.575 99.545 260,184
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.430 -0.02 Show Price Chart 99.440 99.455 99.410 229,593
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.265 -0.025 Show Price Chart 99.280 99.300 99.245 200,914
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.075 -0.03 Show Price Chart 99.100 99.120 99.050 203,650
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 98.875 -0.035 Show Price Chart 98.905 98.925 98.850 240,478
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.710 -0.03 Show Price Chart 98.735 98.760 98.680 139,108
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.545 -0.03 Show Price Chart 98.570 98.595 98.515 149,270
30 Day Federal Funds Futures ZQV5 OCT 2015 OCT 2015 99.800 -0.015 Show Price Chart 99.815 99.815 99.795 31,227
2-Year Eurodollar Bundle Futures BU2U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Ultra U.S. Treasury Bond Futures UBU5 SEP 2015 SEP 2015 159'29 +0'06 Show Price Chart 159'27 161'02 159'03 335,170
U.S. Treasury Bond Futures ZBU5 SEP 2015 SEP 2015 156'09 +0'08 Show Price Chart 156'03 157'03 155'16 452,367
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'265 -0'035 Show Price Chart 127'290 128'055 127'180 2,287,588
5-Year T-Note Futures ZFU5 SEP 2015 SEP 2015 120'037 -0'050 Show Price Chart 120'062 120'105 119'315 1,716,142
3-Year T-Note Futures Z3NU5 SEP 2015 - - Show Price Chart - - - 0
2-Year T-Note Futures ZTU5 SEP 2015 SEP 2015 109'187 -0'015 Show Price Chart 109'195 109'207 109'172 700,380

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU5 SEP 2015 101'087 a -0'022 Show Price Chart 101'082 101'082 101'082 80
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'310 b -0'065 Show Price Chart 103'040 103'080 b 102'290 4,093
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'120 b -0'100 Show Price Chart 104'190 104'310 b 104'085 1,783
30-Year USD Deliverable Interest Rate Swap Futures B1UU5 SEP 2015 105'24 b -0'27 Show Price Chart 106'15 107'13 b 105'22 a 114
2-Year Euro Deliverable Interest Rate Swap Futures T1EU5 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

Contact Us

For more information about our Interest Rates products 

Email Us

Contact a Market Maker

Submit a request to receive applicable contact information for our market makers.

Register Now

Subscribe to Interest Rates Emails

Sign-up to receive emails from the Interest Rates team. 

Sign-Up Now